CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 671-0 678-0 7-0 1.0% 645-4
High 679-0 685-4 6-4 1.0% 685-4
Low 668-4 675-4 7-0 1.0% 645-4
Close 678-2 683-0 4-6 0.7% 683-0
Range 10-4 10-0 -0-4 -4.8% 40-0
ATR 12-4 12-2 -0-1 -1.4% 0-0
Volume 72,733 59,338 -13,395 -18.4% 272,134
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 711-3 707-1 688-4
R3 701-3 697-1 685-6
R2 691-3 691-3 684-7
R1 687-1 687-1 683-7 689-2
PP 681-3 681-3 681-3 682-3
S1 677-1 677-1 682-1 679-2
S2 671-3 671-3 681-1
S3 661-3 667-1 680-2
S4 651-3 657-1 677-4
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 791-3 777-1 705-0
R3 751-3 737-1 694-0
R2 711-3 711-3 690-3
R1 697-1 697-1 686-5 704-2
PP 671-3 671-3 671-3 674-7
S1 657-1 657-1 679-3 664-2
S2 631-3 631-3 675-5
S3 591-3 617-1 672-0
S4 551-3 577-1 661-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 685-4 645-4 40-0 5.9% 12-0 1.7% 94% True False 54,426
10 685-4 638-4 47-0 6.9% 11-6 1.7% 95% True False 49,672
20 685-4 636-6 48-6 7.1% 12-0 1.8% 95% True False 45,275
40 685-4 635-4 50-0 7.3% 12-4 1.8% 95% True False 52,065
60 705-6 635-4 70-2 10.3% 12-3 1.8% 68% False False 44,782
80 730-6 635-4 95-2 13.9% 12-5 1.9% 50% False False 39,857
100 751-4 635-4 116-0 17.0% 13-1 1.9% 41% False False 35,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 728-0
2.618 711-5
1.618 701-5
1.000 695-4
0.618 691-5
HIGH 685-4
0.618 681-5
0.500 680-4
0.382 679-3
LOW 675-4
0.618 669-3
1.000 665-4
1.618 659-3
2.618 649-3
4.250 633-0
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 682-1 679-1
PP 681-3 675-3
S1 680-4 671-4

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.